+539.7%
VEEV vs SAN
+347.0%
+192.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -8.2% | -2.8% | -5.4% | -7.7% |
| 30D | +10.3% | -0.5% | +10.9% | +10.4% |
| 3M | +59.4% | +22.7% | +36.6% | +52.8% |
| 6M | +37.6% | +28.8% | +8.8% | +30.2% |
| YTD | +16.9% | +26.3% | -9.3% | +10.7% |
| 1Y | -5.0% | +48.8% | -53.8% | -13.1% |
| 3Y | +18.5% | +347.2% | -328.8% | -15.2% |
| 5Y | -13.8% | +383.8% | -397.6% | -40.8% |
| All | +539.7% | +347.0% | +192.7% | +355.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling